You don't mention your locale, or whether you are looking for down or synthetic fill.
If you are looking for down, read no further, except that you might take a look at the most recent issue of AMC's Appalachia Journal and the late Guy Waterman's chronicle of his winter hikes in New Hampshire's White Mountains, particularly with reference to his down sleeping bag.
If you are considering synthetic, take a look at the EMS Velocity 35 (degrees) for around $200, but it can often be found on sale. It has a Pertex Quantum shell, weighs under 2# (but not a full zipper), and is filled with Primaloft. But don't buy one of last year's. This year's version has much better loft than prior years'.
For less, there is the Montbell #4 Super Stretch Burrow Bag, around 2.3#, also rated by the Mfg. at 35 degrees,
for $135 from Hikelight.com. It also has a propietary insulation that works well and a longer zipper. Montbell had an Alpine Burrow Bag #3, that weighed less and had a lower temp. rating, but their web site is down, and I'm not sure if there are any still available.
Integral Designs also has some nice synthetic bags on their site.
If you are also really fussy like me, and want a center zip, you will have to endure the cost and hassles of ordering from Europe to get as good weight to clo ratios with synthetic fill as the above, or make your own with Momentum fabric from Thru-hiker and the insulation of your choice. Don't get too far researching into the posts about insulation - they will drive you mad, and at the end, you won't know much more than when you started.
Hope this is helpful.